-52.6%
STLA vs ADVB
-76.7%
+24.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +3.8% |
| 7D | -0.6% | -29.5% | +28.9% | -0.5% |
| 30D | +3.6% | -66.9% | +70.4% | +4.2% |
| 3M | -20.6% | -73.7% | +53.1% | -20.2% |
| 6M | -34.3% | -64.8% | +30.4% | -33.4% |
| YTD | -57.3% | -64.0% | +6.7% | -56.2% |
| 1Y | -52.6% | -77.0% | +24.3% | -48.3% |
| All | -52.6% | -76.7% | +24.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling